Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.7980
10.4385714.29712.1e-05
20.2670932.6170.005153
30.1673261.63950.052196
4-0.038921-0.38140.648107
5-0.127548-1.24970.892778
6-0.235851-2.31090.98851
7-0.15671-1.53540.936017
8-0.068812-0.67420.749103
90.0935830.91690.180741
100.1528511.49760.068755
110.3131533.06830.001399
120.7745587.58910
130.3394313.32570.000625
140.1999071.95870.026526
150.1097821.07560.142392
16-0.055982-0.54850.707693
17-0.149873-1.46850.927375
18-0.233224-2.28510.987747
19-0.17235-1.68870.952736
20-0.09771-0.95740.829605
210.0350850.34380.36589
220.1062011.04060.150348
230.2691842.63750.004872
240.6551176.41880
250.2977172.9170.0022
260.1542081.51090.067047
270.0560840.54950.291965
28-0.074726-0.73220.767073
29-0.159491-1.56270.939291
30-0.237575-2.32780.988987
31-0.172323-1.68840.952711
32-0.107521-1.05350.852618
33-0.006679-0.06540.526022
340.0175240.17170.432019
350.1207051.18270.119932
360.4391264.30252e-05
370.1555791.52440.065354
380.0351180.34410.365769
39-0.028339-0.27770.609068
40-0.141199-1.38350.915135
41-0.192897-1.890.969113
42-0.257952-2.52740.993438
43-0.211476-2.0720.979528
44-0.156417-1.53260.935665
45-0.077243-0.75680.774494
46-0.031416-0.30780.620553
470.0600020.58790.27899
480.3311333.24440.00081
490.1033371.01250.156925
500.0026420.02590.489702
51-0.053724-0.52640.700081
52-0.166755-1.63390.947218
53-0.187886-1.84090.965638
54-0.24753-2.42530.991417
55-0.198373-1.94370.972567
56-0.140009-1.37180.913338
57-0.083663-0.81970.792799
58-0.064233-0.62940.734694
59-0.003726-0.03650.514525


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4385714.29712.1e-05
10.092550.90680.183391
20.0255240.25010.401528
3-0.172853-1.69360.953208
4-0.09973-0.97720.834526
5-0.157401-1.54220.936843
60.0592580.58060.281434
70.0689070.67510.250604
80.1891281.85310.033472
90.041330.40490.343208
100.2097792.05540.021278
110.7077386.93440
12-0.373669-3.66120.999795
13-0.174844-1.71310.95504
14-0.056733-0.55590.710204
150.0975960.95620.170675
16-0.070657-0.69230.754789
170.0710880.69650.243893
18-0.005108-0.05010.519908
19-0.046956-0.46010.676749
20-0.035077-0.34370.63408
210.160741.57490.059281
220.0804280.7880.216309
230.0196070.19210.424031
24-0.089541-0.87730.808748
25-0.092166-0.9030.815618
26-0.075406-0.73880.769091
270.065950.64620.259853
280.087560.85790.196539
29-0.044103-0.43210.666687
30-0.008982-0.0880.534971
31-0.009289-0.0910.536165
32-0.016819-0.16480.565272
33-0.184426-1.8070.963052
34-0.211218-2.06950.979407
35-0.096045-0.9410.825479
36-0.007263-0.07120.528291
370.0191470.18760.425791
380.0968170.94860.1726
39-0.107968-1.05790.853614
40-0.057628-0.56460.713181
41-0.046259-0.45320.674303
42-0.044711-0.43810.668842
43-0.093913-0.92020.8201
44-0.071535-0.70090.757469
450.079780.78170.218163
460.0539730.52880.299074
470.0290360.28450.388322
480.0182860.17920.429092
490.037410.36650.357383
50-0.081769-0.80120.787495
51-0.072373-0.70910.760012
520.0384440.37670.353625
53-0.017103-0.16760.566365
54-0.033673-0.32990.628913
550.0514150.50380.307791
560.0729030.71430.238388
57-0.035653-0.34930.636197
58-0.001039-0.01020.504052
59-0.06125-0.60010.725082